Time-Varying Optimization: Algorithms and Applications in Power Systems

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• Andrea Simonetto (IBM Research)
• Thursday 10 January 2019, 10:00-11:00
• Seminar Room 1, Newton Institute.

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MESW01 - Flexible operation and advanced control for energy systems

Continuously varying optimization programs have appeared as a natural extension of time-invariant ones when the cost function, the constraints, or both, depend on a time parameter and change continuously in time. This setting captures relevant control, signal processing, and machine learning problems. Recently, running and prediction-correction methods have been put forward to set up iterative algorithms that sample the continuously-varying optimization program at discrete time steps track the optimizer(s) trajectory while it evolves in time up to an asymptotical error bound.In this talk, we will review current state-of-the-art algorithms in time-varying optimization, with a special emphasis on applications in power grids. We will touch upon time-varying AC optimal power flow problems, real-time optimization of aggregations of distributed energy resources, as well as dynamic distribution state estimation.

This talk is part of the Isaac Newton Institute Seminar Series series.

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